Tools for non-linear time series forecasting in economics - an empirical comparison of regime switching vector autoregressive models and recurrent neural networks
Jane M. Binner, Thomas Elger, Birger Nilsson; Jonathan A. Tepper
| Year of publication: |
2004
|
|---|---|
| Authors: | Binner, Jane M. ; Elger, Thomas ; Nilsson, Birger ; Tepper, Jonathan A. |
| Published in: |
Applications of artificial intelligence in finance and economics ; 19. - Amsterdam : Elsevier JAI, ISBN 0-7623-1150-9. - 2004, p. 71-91
|
| Subject: | Inflation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Neuronale Netze | Neural networks | Großbritannien | United Kingdom | Nichtlineare Regression | Nonlinear regression | 1969-2003 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002797215